From b062fc8f586d179b0dd1d10e3c49a4f55d0ee8ab Mon Sep 17 00:00:00 2001 From: Matt Dancho Date: Mon, 18 Sep 2023 10:42:37 -0400 Subject: [PATCH] update forecasting vignette: glmnet --- DESCRIPTION | 1 + NEWS.md | 4 +++- .../TK03_Forecasting_Using_Time_Series_Signature.Rmd | 11 +++++++---- 3 files changed, 11 insertions(+), 5 deletions(-) diff --git a/DESCRIPTION b/DESCRIPTION index 5394bc58..ed26c67a 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -48,6 +48,7 @@ Imports: Suggests: modeltime, tidymodels, + glmnet, workflows, parsnip, tune, diff --git a/NEWS.md b/NEWS.md index d237b344..ce849849 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,12 +1,14 @@ # timetk 2.8.4 +Update forecasting vignette: Use `glmnet` for time series forecasting. + CRAN Fixes: - `tzdata` time zone fixes: - GB -> Europe/London - NZ -> Pacific/Auckland - US/Eastern -> America/New_York - US/Pacific -> America/Los_Angeles -- Add @aliases to timetk-package +- Add `@aliases` to timetk-package # timetk 2.8.3 diff --git a/vignettes/TK03_Forecasting_Using_Time_Series_Signature.Rmd b/vignettes/TK03_Forecasting_Using_Time_Series_Signature.Rmd index 22bf134e..67a86b36 100644 --- a/vignettes/TK03_Forecasting_Using_Time_Series_Signature.Rmd +++ b/vignettes/TK03_Forecasting_Using_Time_Series_Signature.Rmd @@ -46,7 +46,7 @@ library(dplyr) library(timetk) # Used to convert plots from interactive to static -interactive = TRUE +interactive = FALSE ``` # Data @@ -139,11 +139,14 @@ juice(prep(recipe_spec_final)) ## Model Specification -Next, let's create a model specification. We'll use a `lm`. +Next, let's create a model specification. We'll use a Elastic Net penalized regression via the `glmnet` package. ```{r} -model_spec_lm <- linear_reg(mode = "regression") %>% - set_engine("lm") +model_spec_lm <- linear_reg( + mode = "regression", + penalty = 0.1 +) %>% + set_engine("glmnet") ``` ## Workflow